-80.4%
LYFT vs HST
+56.7%
-137.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.6% |
| 7D | -8.4% | +0.9% | -9.2% | -9.0% |
| 30D | -7.6% | -2.5% | -5.1% | -5.7% |
| 3M | +11.7% | -5.1% | +16.9% | +15.8% |
| 6M | +15.1% | +21.6% | -6.5% | -3.6% |
| YTD | -20.9% | +31.6% | -52.5% | -38.1% |
| 1Y | -16.4% | +36.1% | -52.5% | -36.7% |
| 3Y | +35.2% | +66.5% | -31.2% | -14.3% |
| 5Y | -69.4% | +76.6% | -145.9% | -81.7% |
| All | -80.4% | +56.7% | -137.1% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling